As for Roxas and Ven's appearance, this probably sounds weird, but I actually consider the in game models secondary canon to the hand drawn renders because Nomura draws them himself, so I think that's how he "truly imagens" them. The in game models are made by the other staff who interpret Nomura's work and while they mostly look the same, there are some key artistic differences here and there. One of them being Roxas and Ven's eyebrows. Roxas's eyebrows are only ever brown in game. If there's an in universe reason for it I'd go with him having a direct connection to Sora since he has brown hair. Otherwise, I think it's just so whomever is making the models can more easily tell them apart without making an overt difference. When making computer generated models, it's pretty common to make them naked first then layer the clothes on. Visually, it's easy to tell the difference between Roxas and Ven when they're dressed, but in the process of making their models I can imagine it can get tricky (though I suppose it doesn't matter much in the long run).
I can buy that the initial reason Xion has black hair is because Kanemaki requested it, but Nomura has mentioned several times that he's a very flexible person when it comes to the story, so it may be a matter of him making it work with the plot (if there's anything to Xion's, and by extension, Vanitas's black hair outside of artistic license). Minus Data!Kairi, all the "Kairi clones" are color coded any way, so a unique color would've been chosen for her anyway, black specifically may have been chosen just because it had been suggested.
As for why Xion (and Vanitas) have black hair in universe?
...*shrugs*
I'm going to be that person who says that I don't think there's really anything behind it. Symbolically, black stands for mystery, the unknown, evil, things of that nature. Which suit Xion and Vanitas nicely. Looking at Vanitas's design, I think for him in particular, it was a case of style. It's hard to make Sora's chubby cheeks look intimidating, so they tried to color coordinate him in way that would make him look so without making too many major changes. Black hair+palish skin+bright sickly colored eyes is a good color combo for a villain, even for one modeled after Sora.